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Bootstrap inference for Hawkes and general point processes - MaRDI portal

Bootstrap inference for Hawkes and general point processes (Q6163273)

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scientific article; zbMATH DE number 7693701
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Bootstrap inference for Hawkes and general point processes
scientific article; zbMATH DE number 7693701

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    Bootstrap inference for Hawkes and general point processes (English)
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    9 June 2023
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    self-exciting point processes
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    conditional intensity
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    bootstrap inference
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    Hawkes process
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    autoregressive conditional duration models
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